You can sail at tiger tail beach but it is a long way to carry your gear to the beach and it's only good if the wind is out of the west. You can sail by the bidge if the wind is fom the east but it's hard to get down there at the moment due to construction.
The beach at Naples is a lot easier to get to, if you get there early you can park by the access ramps,south of the pier is the best. Wiggins State Park is another good spot but only if the wind has west in it agian. Hope that helps a little.
Jeremy.